Expert: Algorithmic Bollinger Bands SBER Symbol: ENQH20 (Futures e-mini NASDAQ-100)Period: M10 (2019.12.13 - 2020.01.25)

Expert: Algorithmic Bollinger Bands SBER Symbol: ENQH20 (Futures e-mini NASDAQ-100)Period: M10 (2019.12.13 - 2020.01.25)

24 January 2020, 16:05
Victor Semenchuk
0
115




Strategy Tester Report
AMPGlobalUSA-Demo (Build 2280)
Settings
Expert: Algorithmic Bollinger Bands SBER
Symbol: ENQH20
Period: M10 (2019.12.13 - 2020.01.25)
Inputs: MaximumRisk=0.98
InpStd=70
InpChannelPeriod=200
Stop4buy=0.5
Stop4short=0.5
ShortUse=false
BuyUse=true
MinBars=200
MinLotUse=true
Broker: AMP Global Clearing LLC
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:1
Results
History Quality: 100% real ticks
Bars: 3801 Ticks: 13720050 Symbols: 1
Total Net Profit: 11 951.00 Balance Drawdown Absolute: 2.00 Equity Drawdown Absolute: 31.00
Gross Profit: 18 137.00 Balance Drawdown Maximal: 1 870.00 (12.91%) Equity Drawdown Maximal: 3 242.00 (20.45%)
Gross Loss: -6 186.00 Balance Drawdown Relative: 12.91% (1 870.00) Equity Drawdown Relative: 20.45% (3 242.00)
Profit Factor: 2.93 Expected Payoff: 459.65 Margin Level: 1993.80%
Recovery Factor: 3.69 Sharpe Ratio: 0.43 Z-Score: 0.64 (47.78%)
AHPR: 1.0336 (3.36%) LR Correlation: 0.96 OnTester result: 0
GHPR: 1.0307 (3.07%) LR Standard Error: 979.74
Total Trades: 26 Short Trades (won %): 0 (0.00%) Long Trades (won %): 26 (53.85%)
Total Deals: 52 Profit Trades (% of total): 14 (53.85%) Loss Trades (% of total): 12 (46.15%)
Largest profit trade: 2 643.00 Largest loss trade: -1 247.00
Average profit trade: 1 295.50 Average loss trade: -515.50
Maximum consecutive wins ($): 5 (2 595.00) Maximum consecutive losses ($): 2 (-1 864.00)
Maximal consecutive profit (count): 4 756.00 (2) Maximal consecutive loss (count): -1 864.00 (2)
Average consecutive wins: 2 Average consecutive losses: 2







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